+164.3%
VTV vs GLDM
+242.2%
-77.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | +0.1% | +0.3% | -0.2% | +0.1% |
| 3M | +6.2% | +0.7% | +5.5% | +6.1% |
| 6M | +13.5% | -15.4% | +28.9% | +15.0% |
| YTD | +18.9% | +1.0% | +17.8% | +18.4% |
| 1Y | +25.8% | +19.7% | +6.0% | +23.4% |
| 3Y | +68.7% | +126.5% | -57.8% | +55.1% |
| 5Y | +80.3% | +142.5% | -62.2% | +63.5% |
| All | +164.3% | +242.2% | -77.9% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling